Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570): Difference between revisions
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Revision as of 00:29, 5 March 2024
scientific article
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English | Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria |
scientific article |
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Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (English)
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7 March 2017
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mean-Gini model
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mean-Gini ratio
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portfolio optimization
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